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subject:"ARCH-Modell"
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ARCH-Modell
Index futures
43
Index-Futures
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Volatility
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USA
12
United States
12
Option pricing theory
9
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Darrat, Ali F.
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Davidson, Wallace Norman
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Novales, Alfonso
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Journal of banking & finance
International review of economics & finance : IREF
9
The journal of futures markets
8
The North American journal of economics and finance : a journal of financial economics studies
6
Applied economics letters
5
Applied financial economics
5
Finance research letters
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
International review of financial analysis
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Applied economics
3
Asia-Pacific journal of financial studies
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CFS working paper series
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International Journal of Energy Economics and Policy : IJEEP
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Pacific-Basin finance journal
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International Journal of Financial Studies : open access journal
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Journal of empirical finance
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Journal of multinational financial management
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Research bulletin / The Institute of Cost Accountants of India
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Research in international business and finance
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Review of Pacific Basin financial markets and policies
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The European journal of finance
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Theoretical economics letters
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Acta Universitatis Danubius / Oeconomica
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Asia Pacific financial markets
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Australian journal of management
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Bulletin of applied economics
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China finance review international
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Contemporary issues in business economics and finance
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Discussion paper series / University of Essex, Department of Economics
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Economic modelling
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Emerging markets, finance and trade : EMFT
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ECONIS (ZBW)
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1
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
2
A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices
Shackleton, Mark B.
;
Taylor, Stephen
;
Yu, Peng
- In:
Journal of banking & finance
34
(
2010
)
11
,
pp. 2678-2693
Persistent link: https://www.econbiz.de/10008858849
Saved in:
3
Price discovery and volatility spillovers in index futures markets : some evidence from Mexico
Zhong, Maosen
;
Darrat, Ali F.
;
Otero, Rafael
- In:
Journal of banking & finance
28
(
2004
)
12
,
pp. 3037-3054
Persistent link: https://www.econbiz.de/10002410740
Saved in:
4
Optimal hedging under departures from the cost-of-carry valuation : evidence from the Spanish stock index futures market
Lafuente, Juan Angel
;
Novales, Alfonso
- In:
Journal of banking & finance
27
(
2003
)
6
,
pp. 1053-1078
Persistent link: https://www.econbiz.de/10001757808
Saved in:
5
The predictive power of implied volatility : evidence from 35 futures markets
Szakmary, Andrew
;
Örs, Evren
;
Kim, Jin Kyoung
; …
- In:
Journal of banking & finance
27
(
2003
)
11
,
pp. 2151-2175
Persistent link: https://www.econbiz.de/10001798814
Saved in:
6
Pricing Hang Seng Index options around the Asian financial crisis : a GARCH approach
Duan, Jin-Chuan
;
Zhang, Hua
- In:
Journal of banking & finance
25
(
2001
)
11
,
pp. 1989-2014
Persistent link: https://www.econbiz.de/10001617904
Saved in:
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